feat(quant): M7.3 研究行情口径显式化（默认不复权 none，可切 qfq）

- DailyBarRepository.get_range_many / stream_range_many_columns 增加 adjust 参数
  （默认 'none'）→ SQL 层过滤口径，消除 stock_daily 混 source/adjust 污染因子的风险
- ResearchSpec / SelectionQuery 增加 price_adjustment（none|qfq），随 config_snapshot
  落库可溯源；ResearchService._load_daily 与 SelectionService 装配按口径取数
- tests/test_price_adjustment.py：repo 读取按 adjust 过滤（none/qfq 各自命中）、
  spec 默认与字段记录；全量 pytest 通过

backend/app/application/services/selection_service.py

@@ -62,6 +62,7 @@ class SelectionService:
             as_of - timedelta(days=query.warmup_days),
             as_of,
             columns,
+            adjust=query.price_adjustment,
         )
         financial: dict[str, FinancialIndicator] = {}
         if query.method == "condition" and self._uses_fundamental(query):

backend/app/domain/entities/research.py

@@ -62,6 +62,10 @@ class ResearchSpec(BaseModel):
 
     type: str = Field(default="backtest", pattern="^(factor_test|backtest)$")
     universe: UniverseSpec = UniverseSpec()
+    price_adjustment: str = Field(
+        default="none", pattern="^(none|qfq)$",
+        description="研究行情口径：none 不复权（默认）/ qfq 前复权（result 与 config_snapshot 中显式）",
+    )
     factors: list[FactorSpec] = Field(min_length=1)
     selection: SelectionSpec = SelectionSpec()
     rebalance: str = Field(default="monthly", pattern="^(weekly|monthly)$")

backend/app/domain/entities/selection.py

@@ -25,6 +25,10 @@ class SelectionQuery(BaseModel):
     """一次选股查询（v2 §14.2 Selection 输入）。"""
 
     universe: UniverseSpec = UniverseSpec()
+    price_adjustment: str = Field(
+        default="none", pattern="^(none|qfq)$",
+        description="行情口径：none 不复权（默认）/ qfq 前复权（结果 config_snapshot 中显式）",
+    )
     # 研究时点：None → 引擎用 <= 今天最近可用交易日；显式给历史日期即做历史选股
     as_of: date | None = Field(
         default=None, description="选股时点；历史回测/解释用具体日期，当前选股可留空"

backend/app/domain/repositories/market.py

@@ -42,8 +42,14 @@ class DailyBarRepository(Protocol):
 
     def get_range(self, symbol: str, start: date, end: date) -> list[DailyBar]: ...
 
-    def get_range_many(self, symbols: Sequence[str], start: date, end: date) -> list[DailyBar]:
-        """批量区间查询（研究服务装配面板用，避免逐只查询）。"""
+    def get_range_many(
+        self,
+        symbols: Sequence[str],
+        start: date,
+        end: date,
+        adjust: str = "none",
+    ) -> list[DailyBar]:
+        """批量区间查询（研究装配面板用）；adjust 指定行情口径（none 不复权 / qfq）。"""
 
     def stream_range_many_columns(
         self,
@@ -51,6 +57,7 @@ class DailyBarRepository(Protocol):
         start: date,
         end: date,
         columns: Sequence[str],
+        adjust: str = "none",
     ) -> Iterator[tuple]:
         """流式（分批 yield）返回 symbol, trade_date(iso str), 数值列(float) 元组。
 

backend/app/infrastructure/persistence/sqlalchemy/repositories/market_impl.py

@@ -158,16 +158,24 @@ class SqlAlchemyDailyBarRepository:
         ).all()
         return [DailyBar.model_validate(r, from_attributes=True) for r in rows]
 
-    def get_range_many(self, symbols: Sequence[str], start: date, end: date) -> list[DailyBar]:
-        rows = self._session.scalars(
+    def get_range_many(
+        self,
+        symbols: Sequence[str],
+        start: date,
+        end: date,
+        adjust: str = "none",
+    ) -> list[DailyBar]:
+        stmt = (
             select(StockDailyModel)
             .where(
                 StockDailyModel.symbol.in_(list(symbols)),
                 StockDailyModel.trade_date >= start,
                 StockDailyModel.trade_date <= end,
+                StockDailyModel.adjust == adjust,  # 研究主口径：不复权（v2 §8）
             )
             .order_by(StockDailyModel.trade_date)
-        ).all()
+        )
+        rows = self._session.scalars(stmt).all()
         return [DailyBar.model_validate(r, from_attributes=True) for r in rows]
 
     def stream_range_many_columns(
@@ -176,6 +184,7 @@ class SqlAlchemyDailyBarRepository:
         start: date,
         end: date,
         columns: Sequence[str],
+        adjust: str = "none",
     ) -> Iterator[tuple]:
         """流式返回 (symbol, trade_date_iso, *float_cols) 元组，分批拉取。
 
@@ -193,6 +202,7 @@ class SqlAlchemyDailyBarRepository:
                 StockDailyModel.symbol.in_(list(symbols)),
                 StockDailyModel.trade_date >= start,
                 StockDailyModel.trade_date <= end,
+                StockDailyModel.adjust == adjust,
             )
             .order_by(StockDailyModel.symbol, StockDailyModel.trade_date)
             .execution_options(yield_per=20000)

backend/app/quant/service.py

@@ -75,6 +75,7 @@ def load_daily_df(
     start: date,
     end: date,
     columns: list[str],
+    adjust: str = "none",
 ) -> pd.DataFrame:
     """从 Repository 装配行情长表（供研究/选股共用）。
 
@@ -86,12 +87,14 @@ def load_daily_df(
     streamer = getattr(daily_repo, "stream_range_many_columns", None)
     if streamer is not None:
         try:
-            return _frame_from_stream(streamer(symbols, start, end, sorted(columns)), sorted(columns))
+            return _frame_from_stream(
+                streamer(symbols, start, end, sorted(columns), adjust=adjust), sorted(columns)
+            )
         except Exception:  # noqa: BLE001 —— 流式路径失败回退旧路径（兼容非 SQL 实现）
             pass
     get_many = getattr(daily_repo, "get_range_many", None)
     if get_many is not None:
-        bars = list(get_many(symbols, start, end))
+        bars = list(get_many(symbols, start, end, adjust=adjust))
     else:  # 兜底：逐只查询
         bars = []
         for sym in symbols:
@@ -134,5 +137,10 @@ class ResearchService:
         # 引擎所需列裁剪（LocalEngine 只取 close + 因子字段；Qlib 回测取全 OHLCV）
         required = self._engine.required_columns(spec)
         return load_daily_df(
-            self._daily_repo, [s.symbol for s in stocks], data_start, end, sorted(required)
+            self._daily_repo,
+            [s.symbol for s in stocks],
+            data_start,
+            end,
+            sorted(required),
+            adjust=spec.price_adjustment,
         )